Advances in immunotherapy have achieved remarkable clinical outcomes in tumors with low curability, but their effects are limited, and increasing evidence has implicated tumoral and non-tumoral components of the tumor microenvironment as critical mediators of cancer progression. At the same time, the clinical successes achieved with minimally invasive and optically-guided surgery and image-guided and ablative radiation strategies have been successfully implemented in clinical care. More effective, localized and safer treatments have fueled strong research interest in radioimmunotherapy, which has shown the potential immunomodulatory effects of ionizing radiation. However, increasingly more observations suggest that immunosuppressive changes, metabolic remodeling, and angiogenic responses in the local tumor microenvironment play a central role in tumor recurrence. In this review, we address challenges to identify responders vs. non-responders to the immune checkpoint blockade, discuss recent developments in combinations of immunotherapy and radiotherapy for clinical evaluation, and consider the clinical impact of immunosuppressive changes in the tumor microenvironment in the context of surgery and radiation. Since the therapy-induced modulation of the tumor microenvironment presents a multiplicity of forms, we propose that overcoming microenvironment related resistance can become clinically relevant and represents a novel strategy to optimize treatment immunogenicity and improve patient outcome